+161.0%
TTMI vs DRI
+3.0%
+158.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.6% | -2.3% | -4.0% |
| 7D | +7.5% | -4.8% | +12.3% | +7.3% |
| 30D | -4.5% | -3.9% | -0.6% | -4.5% |
| 3M | -28.5% | +5.1% | -33.6% | -28.5% |
| 6M | +28.4% | +5.5% | +22.9% | +28.2% |
| YTD | +80.1% | +16.5% | +63.6% | +77.6% |
| 1Y | +161.0% | +2.0% | +159.0% | +145.7% |
| All | +161.0% | +3.0% | +158.0% | +145.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded DRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling